Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 5000.00 | Final Equity: | 4994.54 |
Total net P/L: | -5.46 | Total ROI: | -0.11 % |
CAGR: | -1.32 % | Max. DD: | 0.11 % |
System Score: | -0.003 | Sharpe Ratio: | -1.022 |
Start Date: | 2020-07-01 | End Date: | 2020-07-31 |
Total days: | 30 | ||
Commissions: | 4.00 | Comm.% P/L | 273.97 % |
Total Transactions: | 4 | Log. Linearity: | 12.500 % |
Total | Long | Short | CXO | PXD | |
---|---|---|---|---|---|
Total Profit/Loss | -1.46 | 0.00 | -1.46 | -0.95 | -0.51 |
Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Total Loss | 1.46 | 0.00 | 1.46 | 0.95 | 0.51 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 0 | 1 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 0 | 0 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit/Loss Per Trade % | -0.03 | 0.00 | -0.03 | -0.02 | -0.01 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Loss Per Trade % | 0.03 | 0.00 | 0.03 | 0.02 | 0.01 |
Days In Trade | 0 | 0 | 0 | 0 | 0 |
Days In Trade (Avg. Per Trade) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
% Days In Trade | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |